Level 1 Aggregations

Data descriptions

• OHLCV - The open, high, low, and close prices for a given period, alongside the volume traded.

• VWAP - The average price of an asset over a specific time period, weighted by the volume of trades. VWAP can be used to gauge market sentiment and momentum shifts. VWAP formula: ∑(Price * Volume) / ∑Volume.

• Trade count - The total number of trades from a given period.

Data details

Data / channel	Historical data	Live?	Granularity	Exchange coverage	Asset coverage	Docs link
OHLCV
• Stream	72 hours on replay	Yes	1s	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	All cefi spot, defi spot, and cefi derivative instruments available on covered exchanges.	OHLCV
• Rest API	Since 2010	Yes	1s - 1d	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	All cefi spot, defi spot, and cefi derivative instruments available on covered exchanges.	OHLCV only
• AWS, Azure, Google Cloud Platform	Since 2010	New CSV once a day	1s - 1d	Cefi spot ticker packs	All cefi spot instruments available on covered exchanges.	OHLCV Only
• Snowflake, BigQuery	Since 2010	Data refreshes once a day Also available in near real-time	1s - 1d	Cefi spot ticker packs	All cefi spot instruments available on covered exchanges.	OHLCV Only
VWAP
• Stream	72 hours on replay	Yes	Monthly-level 1s - 1d Yearly-level 1h, 4h, and 1d	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	All cefi spot, defi spot, and cefi derivative instruments available on covered exchanges.	VWAP
• Rest API	Since 2010	Yes	Monthly-level 1s - 1d Yearly-level 1h, 4h, and 1d	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	All cefi spot, defi spot, and cefi derivative instruments available on covered exchanges.	VWAP only
• AWS, Azure, Google Cloud Platform	Since 2010	New CSV once a day	Monthly-level 1s - 1d Yearly-level 1h, 4h, and 1d	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	All cefi spot, defi spot, and cefi derivative instruments available on covered exchanges.	VWAP Only
• Snowflake, BigQuery	Since 2010	Data refreshes once a day Also available in near real-time	Monthly-level 1s - 1d Yearly-level 1h, 4h, and 1d	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	All cefi spot, defi spot, and cefi derivative instruments available on covered exchanges.	VWAP Only
Trade count
• REST API	Since 2010	Yes	1s - 1d	Cefi spot ticker packs Defi spot ticker packs Cefi derivative ticker packs	All cefi spot, defi spot, and cefi derivative instruments available on covered exchanges.	Trade Count, OHLCV, & VWAP
• AWS, Azure, Google Cloud Platform	Since 2010	New CSV once a day	1s - 1d	Cefi spot ticker packs	All cefi spot instruments available on covered exchanges.	Trade Count, OHLCV & VWAP
• Snowflake, BigQuery	Since 2010	Data refreshes once a day Also available in near real-time	1s - 1d	Cefi spot ticker packs	All cefi spot instruments available on covered exchanges.	Trade Count, OHLCV & VWAP